+65.7%
BA vs SYF
+308.6%
-243.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -1.8% |
| 7D | -0.1% | -3.8% | +3.7% | +2.1% |
| 30D | -9.1% | +2.6% | -11.8% | -10.6% |
| 3M | -28.2% | -6.5% | -21.6% | -25.6% |
| 6M | -23.1% | +0.8% | -23.9% | -24.1% |
| YTD | -20.6% | -10.1% | -10.4% | -17.4% |
| 1Y | -12.7% | +0.8% | -13.6% | -15.4% |
| 3Y | -11.6% | +158.8% | -170.4% | -54.7% |
| 5Y | -23.1% | +67.5% | -90.6% | -50.9% |
| 10Y | +34.4% | +230.0% | -195.6% | -49.7% |
| All | +65.7% | +308.6% | -243.0% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SYF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling